Term Premium on a 2 Year Zero Coupon Bond

THREEFYTP2ratesFree tier

Series IDTHREEFYTP2
UnitsPercent
FrequencyDaily
Categoryrates
Latest observation2026-10-16
HistoryPoint-in-time: every value as first published plus each revision, so backtests see only what was known on the day

Latest reading

The latest Term Premium on a 2 Year Zero Coupon Bond observation, for 2026-10-16, is 0.4788 Percent, down from 0.489 for 2026-10-15. It has not been revised since it was first published. 95.1% of observations in this history were revised after first release.

Latest observation2026-10-16
Latest value0.4788 Percent
Previous0.489 (2026-10-15)
Change-0.0102 (-2.1%)
First published value0.4788
Last release2026-10-20
Vintages stored364
Observations9,185
Largest revision (5 years)2023-05-04: -0.3279 → -0.2307

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df = yf.Client().macro("THREEFYTP2")
df.tail()

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